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FHQDX vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHQDX and SVOL is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FHQDX vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Blend 2005 Fund Class K6 (FHQDX) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FHQDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SVOL

YTD

-7.17%

1M

10.19%

6M

-9.79%

1Y

-5.91%

3Y*

8.93%

5Y*

N/A

10Y*

N/A

*Annualized

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Simplify Volatility Premium ETF

FHQDX vs. SVOL - Expense Ratio Comparison

FHQDX has a 0.21% expense ratio, which is lower than SVOL's 0.50% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHQDX vs. SVOL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FHQDX
The Risk-Adjusted Performance Rank of FHQDX is 5151
Overall Rank
The Sharpe Ratio Rank of FHQDX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FHQDX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FHQDX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FHQDX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FHQDX is 5757
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 99
Overall Rank
The Sharpe Ratio Rank of SVOL is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 77
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHQDX vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Blend 2005 Fund Class K6 (FHQDX) and Simplify Volatility Premium ETF (SVOL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHQDX vs. SVOL - Dividend Comparison

FHQDX has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 18.77%.


TTM2024202320222021202020192018
FHQDX
Fidelity Freedom Blend 2005 Fund Class K6
0.43%0.75%3.07%3.45%2.34%1.15%1.60%1.06%
SVOL
Simplify Volatility Premium ETF
18.77%16.79%16.36%18.32%4.65%0.00%0.00%0.00%

Drawdowns

FHQDX vs. SVOL - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHQDX vs. SVOL - Volatility Comparison


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